Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 683 CHF | 118 183 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 116 193 CHF | 116 693 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 789 CHF | 116 289 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 733 CHF | 114 233 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 363 CHF | 111 863 CHF | 99,27% | 99,27% |
13/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 49 549 | 49 436 | 110 248 CHF | 110 497 CHF | 99,40% | 99,40% |
12/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 891 CHF | 113 391 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 988 CHF | 115 488 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 690 CHF | 113 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 48 997 | 48 746 | 111 801 CHF | 111 719 CHF | 99,05% | 99,05% |